+79.2%
CIFR vs WELL
+415.7%
-336.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.8% |
| 7D | +16.9% | -0.8% | +17.7% | +17.2% |
| 30D | -5.2% | -0.1% | -5.1% | -5.3% |
| 3M | -30.6% | +18.0% | -48.6% | -35.9% |
| 6M | +10.6% | +15.0% | -4.4% | +2.8% |
| YTD | +20.2% | +28.6% | -8.4% | +6.2% |
| 1Y | +139.7% | +42.9% | +96.8% | +101.3% |
| 3Y | +489.4% | +203.0% | +286.4% | +240.7% |
| 5Y | +54.4% | +206.9% | -152.5% | -14.3% |
| All | +79.2% | +415.7% | -336.5% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WELL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling